| Trading Metrics calculated at close of trading on 31-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2012 |
31-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
2,637.25 |
2,662.25 |
25.00 |
0.9% |
2,664.50 |
| High |
2,659.00 |
2,676.75 |
17.75 |
0.7% |
2,695.25 |
| Low |
2,626.00 |
2,631.75 |
5.75 |
0.2% |
2,604.50 |
| Close |
2,659.00 |
2,640.50 |
-18.50 |
-0.7% |
2,659.00 |
| Range |
33.00 |
45.00 |
12.00 |
36.4% |
90.75 |
| ATR |
37.50 |
38.03 |
0.54 |
1.4% |
0.00 |
| Volume |
18,475 |
326,935 |
308,460 |
1,669.6% |
1,528,155 |
|
| Daily Pivots for day following 31-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,784.75 |
2,757.50 |
2,665.25 |
|
| R3 |
2,739.75 |
2,712.50 |
2,653.00 |
|
| R2 |
2,694.75 |
2,694.75 |
2,648.75 |
|
| R1 |
2,667.50 |
2,667.50 |
2,644.50 |
2,658.50 |
| PP |
2,649.75 |
2,649.75 |
2,649.75 |
2,645.25 |
| S1 |
2,622.50 |
2,622.50 |
2,636.50 |
2,613.50 |
| S2 |
2,604.75 |
2,604.75 |
2,632.25 |
|
| S3 |
2,559.75 |
2,577.50 |
2,628.00 |
|
| S4 |
2,514.75 |
2,532.50 |
2,615.75 |
|
|
| Weekly Pivots for week ending 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,925.25 |
2,882.75 |
2,709.00 |
|
| R3 |
2,834.50 |
2,792.00 |
2,684.00 |
|
| R2 |
2,743.75 |
2,743.75 |
2,675.75 |
|
| R1 |
2,701.25 |
2,701.25 |
2,667.25 |
2,677.00 |
| PP |
2,653.00 |
2,653.00 |
2,653.00 |
2,640.75 |
| S1 |
2,610.50 |
2,610.50 |
2,650.75 |
2,586.50 |
| S2 |
2,562.25 |
2,562.25 |
2,642.25 |
|
| S3 |
2,471.50 |
2,519.75 |
2,634.00 |
|
| S4 |
2,380.75 |
2,429.00 |
2,609.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,676.75 |
2,604.50 |
72.25 |
2.7% |
40.25 |
1.5% |
50% |
True |
False |
199,203 |
| 10 |
2,774.00 |
2,604.50 |
169.50 |
6.4% |
43.50 |
1.6% |
21% |
False |
False |
256,390 |
| 20 |
2,840.75 |
2,604.50 |
236.25 |
8.9% |
38.75 |
1.5% |
15% |
False |
False |
244,499 |
| 40 |
2,871.75 |
2,604.50 |
267.25 |
10.1% |
36.00 |
1.4% |
13% |
False |
False |
207,936 |
| 60 |
2,871.75 |
2,604.50 |
267.25 |
10.1% |
31.75 |
1.2% |
13% |
False |
False |
138,772 |
| 80 |
2,871.75 |
2,510.25 |
361.50 |
13.7% |
31.50 |
1.2% |
36% |
False |
False |
104,085 |
| 100 |
2,871.75 |
2,506.00 |
365.75 |
13.9% |
29.75 |
1.1% |
37% |
False |
False |
83,270 |
| 120 |
2,871.75 |
2,442.50 |
429.25 |
16.3% |
26.75 |
1.0% |
46% |
False |
False |
69,392 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,868.00 |
|
2.618 |
2,794.50 |
|
1.618 |
2,749.50 |
|
1.000 |
2,721.75 |
|
0.618 |
2,704.50 |
|
HIGH |
2,676.75 |
|
0.618 |
2,659.50 |
|
0.500 |
2,654.25 |
|
0.382 |
2,649.00 |
|
LOW |
2,631.75 |
|
0.618 |
2,604.00 |
|
1.000 |
2,586.75 |
|
1.618 |
2,559.00 |
|
2.618 |
2,514.00 |
|
4.250 |
2,440.50 |
|
|
| Fisher Pivots for day following 31-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,654.25 |
2,651.50 |
| PP |
2,649.75 |
2,647.75 |
| S1 |
2,645.00 |
2,644.00 |
|